← All authors Ke Zhu University of Hong Kong (from arXiv:2606.04576, 2026) · ORCID · OpenAlex
48 papers in scope · 45 published · 12 on the econ.EM arXiv · 643 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Dong Li Feiyu Jiang Zhoufan Zhu Yumin Cheng Cheng Yu Jiayuan Zhou Wai Keung Li Elynn Chen Rong Chen Abdul-Nasah Soale Aryan Manafi Neyazi Yuefeng Han Emmanuel Selorm Tsyawo Cun-Hui Zhang Qiwei Yao Eiji Kurozumi Dan Yang Jinyuan Chang Anton Skrobotov Alexandre Street Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (12 of 48)
working paper 2026 · arXiv
GPF-EVMoLE: An ETS-Driven Variable Selection and Mixture-of-Experts Framework for Multi-Step Garlic Price Forecasting
published 2026 · Sustainability
with Xinran Yu, Honghua Jiang, Ruofei Chen
Testing and Estimation of Change Point in ARMA Model With Heavy‐Tailed G‐GARCH Noises
published 2025 · Journal of Time Series Analysis · 1 citations · first circulated 2024
with Qiang Bai, Shiqing Ling
working paper 2025 · arXiv
Automatic tests for serial correlation and ARCH effect of high-dimensional time series
published 2025 · Statistics and Its Interface
with Bingbing Zhang, Mengya Liu, Ting Yan
published 2024 · Journal of Time Series Analysis
published 2024 · Journal of the American Statistical Association · 6 citations · first circulated 2023
How Effective is the Regional Joint Environmental Policy in China? Evidence from Inverse Difference-in-Differences
published 2024 · Journal of Agricultural Biological and Environmental Statistics
with Ningning Zhang, Huayi Yu
Big portfolio selection by graph-based conditional moments method
published 2024 · Journal of Empirical Finance · 4 citations · first circulated 2023
A Notch signaling-related lncRNA signature for predicting prognosis and therapeutic response in clear cell renal cell carcinoma
published 2023 · Scientific Reports · 8 citations
with Lulu Zhang, Yulei Li, Bin Cai, Jiajun Chen, Keyuan Zhao, Mengyao Li, Juan Lang, Kaifang Wang, Shouhua Pan
A new generalized exponentially weighted moving average quantile model and its statistical inference
published 2023 · Journal of Econometrics · 3 citations
Asset Pricing via the Conditional Quantile Variational Autoencoder
published 2023 · Journal of Business and Economic Statistics · 13 citations
Self-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Models
published 2022 · Journal of risk and financial management · 2 citations
with Shiqing Ling
published 2021 · Journal of Business and Economic Statistics · 1 citations · first circulated 2020
Modeling normalcy‐dominant ordinal time series: An application to air quality level
published 2021 · Journal of Time Series Analysis · 39 citations
Thermal expansion coefficient of few-layer MoS2 studied by temperature-dependent Raman spectroscopy
published 2021 · Scientific Reports · 98 citations
with Zhongtao Lin, Wuguo Liu, Shibing Tian, Yuan Huang, Yang Yang
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
published 2021 · Journal of Business and Economic Statistics · 14 citations
Multifrequency-Band Tests for White Noise Under Heteroscedasticity
published 2021 · Journal of Business and Economic Statistics · 7 citations
published 2020 · Journal of Econometrics · 3 citations · first circulated 2019
published 2020 · Statistica Sinica · 3 citations · first circulated 2019
published 2020 · Journal of Econometrics · 12 citations · first circulated 2019
working paper 2020 · arXiv
published 2019 · The Annals of Statistics · 2 citations · first circulated 2018
published 2019 · Journal of Econometrics · 2 citations
Inference for asymmetric exponentially weighted moving average models
published 2019 · Journal of Time Series Analysis · 9 citations
with Dong Li
published 2019 · Statistica Sinica · 4 citations · first circulated 2018
Model checks for nonlinear cointegrating regression
published 2018 · Journal of Econometrics · 17 citations
On a measure of lack of fit in nonlinear cointegrating regression with endogeneity
published 2018 · Statistica Sinica · 2 citations
The ZD-GARCH model: A new way to study heteroscedasticity
published 2017 · Journal of Econometrics · 35 citations · first circulated 2016
with Dong Li, Xingfa Zhang, Shiqing Ling
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity
published 2017 · Econometric Reviews · 7 citations · first circulated 2015
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates
published 2015 · Journal of Business and Economic Statistics · 27 citations · first circulated 2014
with Wai Keung Li, Philip L. H. Yu
Bootstrapping the portmanteau tests in weak auto‐regressive moving average models Series B Statistical methodology
published 2015 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 63 citations
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
published 2015 · Journal of Econometrics · 2 citations
with Min Chen
Model-based pricing for financial derivatives
published 2015 · Journal of Econometrics · 11 citations · first circulated 2014
with Shiqing Ling
A bootstrapped spectral test for adequacy in weak ARMA models
published 2015 · Journal of Econometrics · 30 citations · first circulated 2013
Lack of association between the CDH1 polymorphism and gastric cancer susceptibility: a meta-analysis
published 2015 · Scientific Reports · 16 citations
with Benchun Jiang, Hua Shao, Chenhui Bao, Jinlei Ou, Wei Sun
A New Pearson-Type QMLE for Conditionally Heteroscedastic Models
published 2014 · Journal of Business and Economic Statistics · 23 citations
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises
published 2014 · Journal of the American Statistical Association · 45 citations
with Shiqing Ling
The CXCL12 G801A Polymorphism Is Associated with Cancer Risk: A Meta-Analysis
published 2014 · PLoS ONE · 18 citations
with Benchun Jiang, Rong Hu, Ying Yang, Miao Miao, Yingchun Li, Zhuogang Liu
Comment
published 2014 · Journal of Business and Economic Statistics · 1 citations
with Shiqing Ling
Comment on "Quasi maximum likelihood estimation of GARCH models with heavy-tailed likelihoods" by Jianqing Fan, Lei Qi and Dacheng Xiu
published 2014 · Journal of Business and Economic Statistics
with Shiqing Ling
no link
Factor double autoregressive models with application to simultaneous causality testing
published 2013 · Journal of Statistical Planning and Inference · 10 citations
with Shaojun Guo, Shiqing Ling
Testing for the buffered autoregressive processes
published 2013 · Statistica Sinica · 21 citations
with Philip L. H. Yu, Wai Keung Li
Diagnostic checking for non-stationary ARMA models with an application to financial data
published 2013 · The North American Journal of Economics and Finance · 2 citations
with Shiqing Ling, Chong Ching Yee
A mixed portmanteau test for ARMA‐GARCH models by the quasi‐maximum exponential likelihood estimation approach
published 2012 · Journal of Time Series Analysis · 17 citations
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA( p , q ) MODELS
published 2012 · Econometric Theory · 24 citations
with Shiqing Ling
Quasi-maximum exponential likelihood estimators for a double AR(p) model
published 2012 · Statistica Sinica · 33 citations
with Ling Shiqingi
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model
published 2011 · Journal of Time Series Analysis · 8 citations
with Shiqing Ling
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